A Review of Some Modern Approaches to the Problem of Trend Extraction
By Theodore Alexandrov, Silvia Bianconcini, E. Dagum, Peter Maass, Tucker S. McElroy. 2012
158 citations recorded by the source corpus.
Subfields: Applied Mathematics, Economics and Econometrics, Signal Processing
View Paper: https://www.semanticscholar.org/paper/0e66f1a3517de13f5a2caf8bfbe89a2376387912
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In Economics and Econometrics
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Citations in the corpus
- Comparison of methods for non-stationary hydrologic frequency analysis: Case study using annual maximum daily precipitation in Taiwan (2017, methodology): “…of climatic conditions has not been limited to theoretical or modeling studies but also from data observation; evidence of an increasing trend in flood peaks has also been identified in the time series of floods using statistical methods (Burn, 1998; Steel, 1998; Aliev and Vishnevskyi, 1998).”
- Nonlinear Trends, Long-Range Dependence, and Climate Noise Properties of Surface Temperature (2012, background): “For example, in economics the annual cycle is usually referred to as a trend (Alexandrov et al. 2008).”
- Trend Filtering Methods for Momentum Strategies (2011, background): “In this case, the trend-cycle model becomes: y (1) t .”